Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 4.42% | 0.78 CHF | 0.80 CHF | 20,000 | 20,000 | 11,595 | 11,595 | 6,558 CHF | 6,830 CHF | 94.85% | 94.85% |
19/12/2024 | 6.38% | 0.59 CHF | 0.63 CHF | 20,000 | 20,000 | 11,574 | 11,574 | 7,447 CHF | 7,941 CHF | 99.69% | 99.69% |
18/12/2024 | 3.01% | 0.75 CHF | 0.77 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 8,981 CHF | 9,259 CHF | 98.45% | 98.45% |
17/12/2024 | 2.98% | 0.80 CHF | 0.83 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 8,219 CHF | 8,477 CHF | 95.72% | 95.72% |
16/12/2024 | 2.86% | 0.93 CHF | 0.96 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 8,694 CHF | 8,947 CHF | 100.00% | 100.00% |
13/12/2024 | 3.00% | 0.83 CHF | 0.86 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 8,739 CHF | 9,005 CHF | 100.00% | 100.00% |
12/12/2024 | 2.83% | 0.93 CHF | 0.96 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 8,902 CHF | 9,159 CHF | 100.00% | 100.00% |
11/12/2024 | 3.78% | 0.88 CHF | 0.90 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 8,526 CHF | 8,837 CHF | 99.97% | 99.97% |
10/12/2024 | 3.91% | 0.71 CHF | 0.73 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 7,943 CHF | 8,256 CHF | 100.00% | 100.00% |
09/12/2024 | 3.21% | 0.68 CHF | 0.71 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 7,884 CHF | 8,148 CHF | 100.00% | 100.00% |